Swaps and Agencies

March 27th, 2009 11:27 am | by John Jansen |

Agency spreads are unchanged across the curve in quiet professional trading.

Swap spreads are mostly narrower today. Two year spreads are 2 basis points tighter at 56. Five year spreads are unchanged at 52. Ten year spreads are 1 basis point tighter at 19. Thirty yeare spreads are 2 basis points tighter and remain in the ethereal worls at NEGATIVE 33.

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